On your FAQ there's this question and an answer:
How do I Merge without Splitting the Tree?

Ashiya
posted this on February 28, 2011, 2:05 PM
When two profiles are linked together for merging, there is a chance that not all the relationships match. Therefore by completing the Profile Merge, you will decrease your chances of splitting the Tree and may then complete the Tree Merge by selecting 'Continue' the correct set of parents.
Tip: Completing the pending Profile Merges first will allow you to select the appropriate parents.
The problem is that whenever I try to select the appropriate parents you say that the action is not possible. Please correct this yourselves then.
My first Cousin Thelma Sohayla Hakim is the daughter of Rosni Osni Costa and Joana Suraia Hakim Costa, but our grandfather, Orlando de Araújo Costa, is appearing as her father. Please correct this. He is our grandfather, not her father.